Probability and Random Variables

Calendar

SES #	TOPICS	KEY DATES
1	Permutations and combinations
2	Multinomial coefficients and more counting
3	Sample spaces and set theory
4	Axioms of probability
5	Probability and equal likelihood	Problem Set 1 due
6	Conditional probabilities
7	Bayes’ formula and independent events
8	Discrete random variables	Problem Set 2 due
9	Expectations of discrete random variables
10	Variance
11	Binomial random variables, repeated trials and the so-called Modern Portfolio Theory	Problem Set 3 due
12	Poisson random variables
13	Poisson processes
14	More discrete random variables	Problem Set 4 due
15	Continuous random variables
16	Review for Midterm Exam 1
17	Midterm Exam 1
18	Uniform random variables
19	Normal random variables
20	Exponential random variables	Problem Set 5 due
21	More continuous random variables
22	Joint distribution functions
23	Sums of independent random variables	Problem Set 6 due
24	Expectation of sums
25	Covariance and correlation
26	Conditional expectation	Problem Set 7 due
27	Moment generating distributions
28	Review for Midterm Exam 2
29	Midterm Exam 2
30	Weak law of large numbers
31	Central limit theorem	Problem Set 8 due
32	Strong law of large numbers and Jensen’s inequality
33	Markov chains
34	Entropy	Problem Set 9 due
35	Martingales and the Optional Stopping Time Theorem
36	Risk Neutral Probability and Black-Scholes
37	Review for Final Exam	Problem Set 10 due
38	Review for Final Exam (cont.)
39	Review for Final Exam (cont.)
40	Final Exam